Do not use the following reserved device names for the name of a file: CON, PRN, AUX, NUL, COM1, COM2, COM3, COM4, COM5, COM6, COM7, COM8, COM9, LPT1, LPT2, LPT3, LPT4, LPT5, LPT6, LPT7, LPT8, and LPT9. Also avoid these names followed by an extension, for example, NUL.tx7.

nice to know. but there is a way around
go to command prompt
c:\> md\\.\c:\con
Its done
you can verify your work in the explorer.